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We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…
We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…
Route controlled autonomous vehicles could have a significant impact in reducing congestion in the future. Before applying multi-agent reinforcement learning algorithms to route control, we can model the system using a congestion game to…
The purpose of this review paper is to present some recent results on the modeling and control of large systems of agents. We focus on particular applications where the agents are capable of independent actions instead of simply reacting to…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…
Although the mean-variance control was initially formulated for financial portfolio management problems in which one wants to maximize expected return and control the risk, our motivations also stem from highway vehicle platoon controls…
It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…
We consider a computation offloading system where jobs are processed sequentially at a local server followed by a higher-capacity cloud server. The system offers two service modes, differing in how the processing is split between the…
Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…
Traffic on a circular road is described by dynamic programming equations associated to optimal control problems. By solving the equations analytically, we derive the relation between the average car density and the average car flow, known…
Rapid transit of emergency vehicles is critical for saving lives and reducing property loss but often relies on surrounding ordinary vehicles to cooperatively adjust their driving behaviors. It is important to ensure rapid transit of…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
In this paper, we study the feasibility of a class of optimization-based boundary control of one-dimensional macroscopic traffic flow models, where stability and invariance are achieved by a single boundary control. We define the sets of…
A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…
We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…
Cooperative driving at isolated intersections attracted great interest and had been well discussed in recent years. However, cooperative driving in multi-intersection road networks remains to be further investigated, because many algorithms…
Traffic dynamics is universally crucial in analyzing and designing almost any network. This article introduces a novel theoretical approach to analyzing network traffic dynamics. This theory's machinery is based on the notion of traffic…